-14.3%
MTZ vs JBHT
+34.8%
-49.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.1% | -16.5% | -15.6% |
| 7D | -7.4% | +1.7% | -9.1% | -7.8% |
| 30D | -23.6% | -1.2% | -22.4% | -23.5% |
| 3M | -38.3% | -17.1% | -21.2% | -35.3% |
| 6M | -60.6% | -4.4% | -56.2% | -60.9% |
| YTD | -22.9% | +17.5% | -40.4% | -31.0% |
| 1Y | -14.3% | +32.6% | -46.9% | -24.8% |
| All | -14.3% | +34.8% | -49.1% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling